Violist Yang Yu was born in Shanghai, China. He received his first piano and music lessons from his mother when he was six. Later, he went to China's most prestigious music school, The Shanghai Conservatary of Music, to continue his music education.

In 1986 Yu came to the United States to study with famous American violists, Donald McInnes and Alan DeVeritch at the University of Southern California. In the meantime, he received a Chancellor's fellowship to continue his master's degree of music study at the University of California Irvine. During his summer break, he received many fellowships to perform at festivals such as the Los Angeles Music of the Institute, the Music Academy of the West at Santa Barbara and the Tangelwood Music Festival.

Yu joined The Phoenix Symphony as a member of the viola section in 1994.